+24.8%
GDX vs FIX
+14.3%
+10.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -15.1% | +24.1% | +13.0% |
| 7D | +0.8% | -18.9% | +19.7% | +6.0% |
| 30D | -3.2% | -36.3% | +33.1% | +10.0% |
| 3M | +8.6% | -38.5% | +47.1% | +24.3% |
| 6M | -1.2% | -42.3% | +41.0% | +14.0% |
| YTD | -1.4% | +17.1% | -18.5% | -12.7% |
| 1Y | +24.8% | +14.4% | +10.4% | +10.6% |
| All | +24.8% | +14.3% | +10.5% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling